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This paper is the first in a series of three. The main result, Theorem 1.11, gives an explicit description of the ergodic decomposition for infinite Pickrell measures on spaces of infinite complex matrices. The main construction is that of…
The third part of the paper concludes the proof of the main result --- the description of the ergodic decomposition of infinite Pickrell measures. First it is shown that the scaling limit of radial parts of finite-dimensional infinite…
Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of…
The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishart measures form a projective family, thus giving rise to a…
The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For…
The main result of this note, Theorem 2, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant under the action of the infinite unitary group and that admits well-defined projections onto the…
We study scaling limits of deterministic Jacobi matrices at a fixed point, $x_0$, and their connection to the scaling limits of the Christoffel-Darboux kernel at that point. We show that in the case that the orthogonal polynomials are…
For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal…
We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…
The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…
The ergodic decomposition of a family of Hua-Pickrell measures on the space of infinite Hermitian matrices is studied. Firstly, we show that the ergodic components of Hua-Pickrell probability measures have no Gaussian factors, this extends…
We study orthogonal polynomial ensembles whose weights are deformations of exponential weights, in the limit of a large number of particles. The deformation symbols we consider affect local fluctuations of the ensemble around a bulk point…
We consider a large class of deformations of continuous and discrete biorthogonal ensembles and investigate their behavior in the limit of a large number of particles. We provide sufficient conditions to ensure that if a biorthogonal…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
We show that the uniform measure-theoretic ergodic decomposition of a countable Borel equivalence relation $(X, E)$ may be realized as the topological ergodic decomposition of a continuous action of a countable group $\Gamma…
We study the scaling scenery and limit geometry of invariant measures for the non-conformal toral endomorphism $(x,y) \mapsto (mx \mod 1,ny \mod 1)$ that are Bernoulli measures for the natural Markov partition. We show that the statistics…
The main result of this note is that the shift of the parameter by 1 in the parameter space of decomposing measures in the problem of harmonic analysis on the infinite-dimensional unitary group corresponds to the taking of the reduced Palm…
We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…
We show that near a point where the equilibrium density of eigenvalues of a matrix model behaves like y ~ x^{p/q}, the correlation functions of a random matrix, are, to leading order in the appropriate scaling, given by determinants of the…
Discrete spectral transformations of skew orthogonal polynomials are presented. From these spectral transformations, it is shown that the corresponding discrete integrable systems are derived both in 1+1 dimension and in 2+1 dimension.…